Well my appointment time finally arrived today.

I did check periodically (not daily, about 1-2x a week), and no appointments at all opened up at PHX. They are now booking into Feb

Anyway, I called this morning to verify where they heck they were at. One address said T4, another mapped somewhere near the FedEx hub (which you access quite differently, a few miles away by car).
They are in T4, level 1, near the US/WN baggage claim. Go to the big signs for where it ways what flights get which carousel, then it is just on the WN side.

I was about 25 min early, and there was one woman waiting. She said her appointment was at 11:40 (time was 11:42 on my iPhone) and she complained how they were running late. About a min later, an agent came and got her (looked like her husband came out).
About 2-3 min later, another agent came out, asked me my name, and brought me in.

There are 3 cubes, and they had 3 agents working. He had me verify my address, phone number, employer, etc. Took a few pictures (I'm doing Movember and asked if I'd be ok with or without the facial hair, and he said yes), then had me do fingerprints on a scanner-type thing (the last time I had fingerprints done was for a possible NSA job ~17 years ago, and I had to use an ink pad).

After everything was done, he took me over to a sample kiosk, and I used it. I commented how it was quite similar to what I used at YVR (he didn't know what to make of that).

I was done right around noon (my appointment time). As I left, I saw at least 4 people waiting outside (they have chairs outside the office, and you're waiting right near a WN baggage carousel).

Not sure if they allow walk-ins... I was at PHX a few weeks ago for some biz travel, and was early. I think if you're there anyway, it would definitely be worth a shot to try it (although it doesn't say anything about walk-ins for PHX on the website).